how about the blitzkrieg series, IMHO its really really hard to beat. Sudden strike is about the same, no building, set ammount of units and once in a while reinforcements. If you love WWII and you want a challenge, try them
cheers
Nael

Dawn of War II has no base building. So go play it.
Stronghold is for the more impatient base builder, because you can turn up the game speed to gather resources, then it's one click to build something. There's no build time.

I used to play a bit of Blitzkrieg until the day I found out about StarForce. Now it just sits in my Pile of Shame.
I would go with the people who recommended Company of Heroes, awesome tactical action.

As far as I can remember, Star Wars Force Commander got a nice base-less system (although the game is a little flawed).
Armor Command (Ronin Entertainment) is also a good (not base-less, but resources-less) RTS.

Syndicate and Syndicate wars. Small group tatics mixed with RTS.
Old school but still awesome.

supreme commander.
sure it has base building, but you can automate just about everything. the forged alliance expansion actually allows you to save building templates. so build you a base once, then stamp it out next game if you've saved the templates.
oh and everything's to scale.

Soldiers: Heroes of WW2. They sell it here. Hard as hell because you only have maybe up to 10 troops in a giant German occupied zone. Plus, you can control an individual unit and manage inventories, man vehicles, use cover in a destructible world, and the weakest unit (In my case, the Russian Engineer.) Can take out 17 guys with one pistol and 2 clips. Buy it if you want a challenge!!!

Here's a fun indie game I think it fits the bill.
Take a look at Project Aftermath (http://www.gamesfaction.com/project-aftermath).
It's an "arcade tactical RTS" game. No base building, just run around with a couple of squads killing things. It's a lot of fun, and a bargain at $10.

Was never a fan this unholy combination of game types. I am a fan of tactics! Not SImCIty!!!
Now the game below apply to Real time strategy taken in the literal sense
Mechcommander Gold - An absolute must and there is a sequel. Deeeep, much of it being in the mech loadout.
Fallout Tactics - Good tactical business, choose your team wisely. (also has turn based mode.)
Homeworld - No base building and limited resource gathering. Mission design is fantastic incredibly creative.
Close Combat 5 - A version of it has been used as military training software. Real bloody good!
Each a classic in its own right.
Dawn of War 2 for sure but its multilayer focused. I hear the singleplayer is just a string of skirmishes.
Also there is the Ground Control series and the spiritual successor World in Conflict. Judging from playing GC1 and the WiC demo I don't rate them. i don't find them very tactical. GC had really boring missions.

I only played the demo, quite some years ago. But I think I liked it a lot; I still remember it. Wish it would show up on gog =)

Dawn of War 1 was just a string of skirmishes - with a very good AI and I've spent as much time with SP as with MP, mind you.
However, SP in DoW 2 is very, very different experience from MP, with almost completely different game mechanics

If you really want to try something a little different try Full Spectrum Warrior. Its what I would call a real-time tactics game, kind of mix between the Commandos series and Rainbow Six. It's nice and streamlined and very immersive and I really enjoyed it.
You can try the demo here:
http://www.gamershell.com/download_7050.shtml

I'm not sure how I completely missed World in Conflict when it came out. It just never appeared on my radar, which is weird because it was done by the same guys who did Ground Control and I loved the hell out of Ground Control. But just a couple of minutes of reading reviews and looking at footage of the game on YouTube has pretty much convinced me it's right up my alley, so... yeah.
Must. Get.

Company of Heroes is gigantic fun but has DRM, then doesn't have it, then ... ugh.
Originally came out with DRM that was removed in a patch, but then later expansion put the DRM back in again. It's a shame, because this was a really terrific game.
For some reason it never got the community it deserved, though, and that's arguably more important than anything else in an RTS. The AI is good enough that you can still have fun with it in single player.
DoW and its expansions are good fun too. At least, I think its expansions are. I only played the first one much before I just had no time to play any more and then moved on to other things. The AI also gives a decent game, especially with the modified AI that's a little smarter. Watch out for DRM.

Definitely check out Soldiers Heroes of World War 2 (can be found on GOG) or their newest game, Men of War (very similar but they streamline a few things). Theres no base building, you either have whatever you units they give you (sometimes units carry over from previous missions) or you can call in reinforcements using points which slowly accrue.
Unforunately the animations and voice acting are a little dodgy but you eventually get used to it.
They made another called Faces of War but I never played it (although I heard its a little different) so maybe someone who has played it can comment on it.